+47.6%
EXC vs EL
-67.1%
+114.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -1.3% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | -3.7% | +19.8% | -23.6% | -5.2% |
| 3M | -1.3% | +25.7% | -27.0% | -3.2% |
| 6M | -9.7% | +5.4% | -15.2% | -10.4% |
| YTD | +2.9% | +0.2% | +2.7% | +2.1% |
| 1Y | +4.4% | +20.4% | -16.1% | +1.5% |
| 3Y | +22.2% | -32.1% | +54.3% | +27.2% |
| All | +47.6% | -67.1% | +114.8% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling